Its safe if you download it from the official source e.g atomic wallet very own website ,do not run the .exe file if its from another source because it might be a trojan file or virus
Even if you downloaded this file from the official source, windows will give you warning eventhough it is safe. Any executable file not recognized by window OS can give you this kind of warning. Aside from that even if the executable file is clean but have too few download can also trigger this kind of warning. In short, this warning is normal in windows environment with regards to any windows-unverified executable file.